+1,186.9%
FIX vs MAGS
+186.6%
+1,000.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.8% |
| 7D | +6.1% | +1.2% | +4.8% | +4.8% |
| 30D | -2.7% | -0.1% | -2.6% | -2.9% |
| 3M | -10.9% | +3.8% | -14.8% | -14.6% |
| 6M | +29.0% | +13.2% | +15.8% | +13.9% |
| YTD | +76.9% | +4.7% | +72.2% | +67.8% |
| 1Y | +130.7% | +14.4% | +116.4% | +103.3% |
| 3Y | +790.7% | +128.6% | +662.1% | +367.0% |
| All | +1,186.9% | +186.6% | +1,000.2% | +406.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MAGS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling